+4,357.6%
EW vs VALE
+1,701.1%
+2,656.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.2% |
| 7D | +9.3% | +5.5% | +3.8% | +8.5% |
| 30D | +22.1% | -15.0% | +37.0% | +24.7% |
| 3M | +13.0% | -20.0% | +33.0% | +16.3% |
| 6M | +30.1% | -28.4% | +58.5% | +35.7% |
| YTD | +22.0% | -8.6% | +30.6% | +22.6% |
| 1Y | +23.7% | +2.0% | +21.7% | +22.3% |
| 3Y | +62.0% | +4.1% | +57.9% | +58.0% |
| 5Y | -12.4% | +46.4% | -58.9% | -20.2% |
| 10Y | +236.1% | +202.4% | +33.7% | +163.2% |
| All | +4,357.6% | +1,701.1% | +2,656.4% | +2,312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling